Global Multi-Sector Income
Fixed Income Portfolio Characteristics As of 12/31/2022
| Characteristic | Brandywine Global | F3MTB |
| Average Quality1 | BBB | - |
| Average Maturity (Years) | 9.67 | - |
| Average Modified Duration (Years) | 7.38 | 0.25 |
| Average Coupon (%) | 4.94 | - |
| Average Yield To Worst (%) | 7.00 | 4.40 |
| Average Yield To Maturity (%) | 6.98 | 4.40 |
| Number of Issues | 187 | - |
Quality Allocation As of 12/31/2022
| Quality Rating | Brandywine Global (%) |
| BBB or Higher | 63.5 |
| BB | 17.8 |
| B | 12.5 |
| CCC | 5.8 |
| CC | - |
| D | - |
| Not Rated | 0.4 |
Duration Allocation As of 12/31/2022
| Duration Range | Brandywine Global (%) |
| <1 Year | 6.1 |
| 1-3 Years | 27.0 |
| 3-7 Years | 43.0 |
| 7-10 Years | 7.4 |
| 10+ Years | 4.0 |
| No Duration | 12.5 |
Region & Currency Allocation As of 12/31/2022
| Region | Country (%) | Currency (%) |
| Asia-Pacific ex-Japan | 0.7 | 2.6 |
| Emerging Markets | 14.3 | 6.9 |
| Europe ex-Eurozone | 1.7 | 0.1 |
| Eurozone | 3.3 | 4.8 |
| Japan | 3.3 | 5.1 |
| Middle East & Africa | 0.7 | - |
| North & Central America | 75.2 | 80.5 |
| Supranational | 1.1 | - |
| Other | -0.4 | - |